| Trading Metrics calculated at close of trading on 16-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Dec-2015 | 
                    16-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1,059.8 | 
                        1,060.3 | 
                        0.5 | 
                        0.0% | 
                        1,085.5 | 
                     
                    
                        | High | 
                        1,067.9 | 
                        1,077.9 | 
                        10.0 | 
                        0.9% | 
                        1,086.1 | 
                     
                    
                        | Low | 
                        1,057.4 | 
                        1,060.2 | 
                        2.8 | 
                        0.3% | 
                        1,061.7 | 
                     
                    
                        | Close | 
                        1,061.6 | 
                        1,076.8 | 
                        15.2 | 
                        1.4% | 
                        1,075.7 | 
                     
                    
                        | Range | 
                        10.5 | 
                        17.7 | 
                        7.2 | 
                        68.6% | 
                        24.4 | 
                     
                    
                        | ATR | 
                        15.9 | 
                        16.0 | 
                        0.1 | 
                        0.8% | 
                        0.0 | 
                     
                    
                        | Volume | 
                        115,316 | 
                        143,146 | 
                        27,830 | 
                        24.1% | 
                        630,650 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,124.7 | 
                1,118.5 | 
                1,086.5 | 
                 | 
             
            
                | R3 | 
                1,107.0 | 
                1,100.8 | 
                1,081.7 | 
                 | 
             
            
                | R2 | 
                1,089.3 | 
                1,089.3 | 
                1,080.0 | 
                 | 
             
            
                | R1 | 
                1,083.1 | 
                1,083.1 | 
                1,078.4 | 
                1,086.2 | 
             
            
                | PP | 
                1,071.6 | 
                1,071.6 | 
                1,071.6 | 
                1,073.2 | 
             
            
                | S1 | 
                1,065.4 | 
                1,065.4 | 
                1,075.2 | 
                1,068.5 | 
             
            
                | S2 | 
                1,053.9 | 
                1,053.9 | 
                1,073.6 | 
                 | 
             
            
                | S3 | 
                1,036.2 | 
                1,047.7 | 
                1,071.9 | 
                 | 
             
            
                | S4 | 
                1,018.5 | 
                1,030.0 | 
                1,067.1 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,147.7 | 
                1,136.1 | 
                1,089.1 | 
                 | 
             
            
                | R3 | 
                1,123.3 | 
                1,111.7 | 
                1,082.4 | 
                 | 
             
            
                | R2 | 
                1,098.9 | 
                1,098.9 | 
                1,080.2 | 
                 | 
             
            
                | R1 | 
                1,087.3 | 
                1,087.3 | 
                1,077.9 | 
                1,080.9 | 
             
            
                | PP | 
                1,074.5 | 
                1,074.5 | 
                1,074.5 | 
                1,071.3 | 
             
            
                | S1 | 
                1,062.9 | 
                1,062.9 | 
                1,073.5 | 
                1,056.5 | 
             
            
                | S2 | 
                1,050.1 | 
                1,050.1 | 
                1,071.2 | 
                 | 
             
            
                | S3 | 
                1,025.7 | 
                1,038.5 | 
                1,069.0 | 
                 | 
             
            
                | S4 | 
                1,001.3 | 
                1,014.1 | 
                1,062.3 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1,079.1 | 
                1,057.4 | 
                21.7 | 
                2.0% | 
                14.4 | 
                1.3% | 
                89% | 
                False | 
                False | 
                126,535 | 
                 
                
                | 10 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                17.1 | 
                1.6% | 
                73% | 
                False | 
                False | 
                139,364 | 
                 
                
                | 20 | 
                1,088.3 | 
                1,045.4 | 
                42.9 | 
                4.0% | 
                16.1 | 
                1.5% | 
                73% | 
                False | 
                False | 
                114,113 | 
                 
                
                | 40 | 
                1,183.5 | 
                1,045.4 | 
                138.1 | 
                12.8% | 
                15.2 | 
                1.4% | 
                23% | 
                False | 
                False | 
                64,264 | 
                 
                
                | 60 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                15.2 | 
                1.4% | 
                21% | 
                False | 
                False | 
                43,895 | 
                 
                
                | 80 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.8 | 
                1.4% | 
                21% | 
                False | 
                False | 
                33,453 | 
                 
                
                | 100 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.6 | 
                1.4% | 
                21% | 
                False | 
                False | 
                27,237 | 
                 
                
                | 120 | 
                1,192.1 | 
                1,045.4 | 
                146.7 | 
                13.6% | 
                14.2 | 
                1.3% | 
                21% | 
                False | 
                False | 
                22,934 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1,153.1 | 
         
        
            | 
2.618             | 
            1,124.2 | 
         
        
            | 
1.618             | 
            1,106.5 | 
         
        
            | 
1.000             | 
            1,095.6 | 
         
        
            | 
0.618             | 
            1,088.8 | 
         
        
            | 
HIGH             | 
            1,077.9 | 
         
        
            | 
0.618             | 
            1,071.1 | 
         
        
            | 
0.500             | 
            1,069.1 | 
         
        
            | 
0.382             | 
            1,067.0 | 
         
        
            | 
LOW             | 
            1,060.2 | 
         
        
            | 
0.618             | 
            1,049.3 | 
         
        
            | 
1.000             | 
            1,042.5 | 
         
        
            | 
1.618             | 
            1,031.6 | 
         
        
            | 
2.618             | 
            1,013.9 | 
         
        
            | 
4.250             | 
            985.0 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1,074.2 | 
                                1,073.8 | 
                             
                            
                                | PP | 
                                1,071.6 | 
                                1,070.7 | 
                             
                            
                                | S1 | 
                                1,069.1 | 
                                1,067.7 | 
                             
             
         |